Bank deposits (liabilities) are typically shortterm and interest rate sensitive with respect to interest income. ... The possible changes in market values given changes in interest rates are the banksa#39; interest rate risk which is nowadays often ... The coefficients for the long-term interest rate, however, are substantially smaller than those for the short-term rate, ranging from 0.0554 (UK) to 0.3684 ( Canada).

Title | : | Aktuelle Entwicklungen im Finanzdienstleistungsbereich |

Author | : | Stephan Geberl, Hans-Rüdiger Kaufmann, Marco J. Menichetti, Daniel F. Wiesner |

Publisher | : | Springer-Verlag - 2013-03-07 |

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